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/usr/lib/R/site-library/RcppArmadillo/INDEX is in r-cran-rcpparmadillo 0.4.000.2-2.

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The actual contents of the file can be viewed below.

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RcppArmadillo-package   Rcpp/Armadillo bridge
RcppArmadillo.package.skeleton
                        Create a skeleton for a new package that
                        intends to use RcppArmadillo
fastLm                  Bare-bones linear model fitting function